A Primer for Unit Root Testing

A Primer for Unit Root Testing
Author :
Publisher : Springer
Total Pages : 301
Release :
ISBN-10 : 9780230248458
ISBN-13 : 0230248454
Rating : 4/5 (58 Downloads)

Book Synopsis A Primer for Unit Root Testing by : K. Patterson

Download or read book A Primer for Unit Root Testing written by K. Patterson and published by Springer. This book was released on 2010-03-31 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.


A Primer for Unit Root Testing Related Books

A Primer for Unit Root Testing
Language: en
Pages: 301
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2010-03-31 - Publisher: Springer

DOWNLOAD EBOOK

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides
Unit Root Tests in Time Series Volume 1
Language: en
Pages: 676
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2011-02-25 - Publisher: Springer

DOWNLOAD EBOOK

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in ti
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Language: en
Pages: 351
Authors: Badi H. Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher: Elsevier

DOWNLOAD EBOOK

In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le
Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Modeling Financial Time Series with S-PLUS
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat